-1.8%
MA vs ODFL
+23.6%
-25.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -3.5% | -2.8% | -0.7% | -3.2% |
| 30D | +0.7% | -13.7% | +14.4% | +1.9% |
| 3M | +15.8% | -23.4% | +39.2% | +18.5% |
| 6M | +10.2% | -7.2% | +17.4% | +9.2% |
| YTD | -0.5% | +15.6% | -16.1% | -5.5% |
| 1Y | -1.8% | +24.2% | -26.0% | -8.8% |
| All | -1.8% | +23.6% | -25.4% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ODFL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling